Bong-Soo Lee

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Shares trading in the Bolsa Mexicana de Valores do not seem to react to company news. Using a sample of Mexican corporate news announcements from the period July 1994 through June 1997, this paper "nds that there is nothing unusual about returns, volatility of returns, volume of trade or bid}ask spreads in the event window. We provide 0304-405X/00/$ see(More)
This paper develops an approach to decompose farmland price time series into three components: permanent fundamental component, temporary fundamental component, and nonfundamental component. This decomposition is useful for studying the importance of fundamental versus nonfundamental factors in explaining farmland price behavior and the dynamic response of(More)
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